Hi, need your expert advise. I want to calculate the following and indicate that on the Tradestation:-
Inputs: - 1) last 233 bid sizes and bid prices
2) last 233 ask sizes and ask prices
calculate (233 bid sizes * bid prices) + (233 ask sizes * ask prices)
--------------------------------------------------------------------------
233 bid sizes + 233 ask sizes
Is the above possible? How do we write code for the above.
Any suggestion will be welcome.
Inputs: - 1) last 233 bid sizes and bid prices
2) last 233 ask sizes and ask prices
calculate (233 bid sizes * bid prices) + (233 ask sizes * ask prices)
--------------------------------------------------------------------------
233 bid sizes + 233 ask sizes
Is the above possible? How do we write code for the above.
Any suggestion will be welcome.